FIDELITY VALUE FACTOR ETF
Symbol: FVAL
Exchange: NYSE ARCA
Sector: Technology
Category: Large Value
Inception Date: 12/09/2016
Latest Date: 02/04/2026
Current Price: $69.88
Expense Ratio: 0.15%
Assets Under Management
$1.1B
1.33% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-3.77%
Volatility
17.13%
Sharpe Ratio
-2.217
VaR 95%
-1.44%
CVaR 95%:
-1.67%
Max Drawdown:
-7.05%
Sortino Ratio:
-4.142
Calmar Ratio:
-4.87
Return
-3.69%
Volatility
13.88%
Sharpe Ratio
-1.284
VaR 95%
-1.40%
CVaR 95%:
-1.67%
Max Drawdown:
-9.31%
Sortino Ratio:
-1.985
Calmar Ratio:
-1.52
Return
1.44%
Volatility
13.11%
Sharpe Ratio
-0.054
VaR 95%
-1.36%
CVaR 95%:
-1.74%
Max Drawdown:
-9.31%
Sortino Ratio:
-0.078
Calmar Ratio:
0.31
Return
17.99%
Volatility
18.03%
Sharpe Ratio
0.801
VaR 95%
-1.38%
CVaR 95%:
-2.54%
Max Drawdown:
-9.31%
Sortino Ratio:
1.027
Calmar Ratio:
1.94
Return
27.56%
Volatility
15.60%
Sharpe Ratio
0.600
VaR 95%
-1.38%
CVaR 95%:
-2.24%
Max Drawdown:
-18.39%
Sortino Ratio:
0.780
Calmar Ratio:
0.71
Return
60.11%
Volatility
14.34%
Sharpe Ratio
0.937
VaR 95%
-1.31%
CVaR 95%:
-1.99%
Max Drawdown:
-18.39%
Sortino Ratio:
1.273
Calmar Ratio:
0.93
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.072%
Best Day
9.545%
09/04/2025
Worst Day
-5.39%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $68.96 | $69.91 | $68.83 | $69.88 | 66,000 |
| 01/04/2026 | $69.65 | $70.12 | $69.60 | $69.80 | 119,300 |
| 31/03/2026 | $68.29 | $69.42 | $68.16 | $69.40 | 86,300 |
| 30/03/2026 | $68.16 | $68.22 | $67.20 | $67.47 | 81,600 |
| 27/03/2026 | $68.39 | $68.43 | $67.45 | $67.51 | 63,400 |
| 26/03/2026 | $69.21 | $69.58 | $68.67 | $68.80 | 35,600 |
| 25/03/2026 | $69.82 | $70.00 | $69.45 | $69.61 | 34,100 |
| 24/03/2026 | $69.04 | $69.59 | $68.93 | $69.10 | 80,300 |
| 23/03/2026 | $69.75 | $70.14 | $69.30 | $69.49 | 77,000 |
| 20/03/2026 | $69.58 | $69.58 | $68.44 | $68.65 | 32,400 |